Hello,
I want to retrieve weather information of 'Chittagong' city of 'Bangladesh' country from "BBC.com/weather" from java application.
but i don't understand where from i should start.

Please give me suggestions.

Thanks,
Shahid

Start reading the API documentation for the URL class; you can get a URLConnection from a URL and you can get an InputStream from such a connection. You can read all that html crap from that InputStream.

the web site probably does not have an official web services API/
so then I guess creating some kind of HTTP client (e.g. commons-httpclient) to invoke HTTP GET requests to the site with the appropriate URL and parameters to have it display the page you are interested in.
And then having some kind of heuristic to parse and interpret the HTML response you get from that.